INFORMATION CHANGE THE WORLD

International Journal of Information Technology and Computer Science(IJITCS)

ISSN: 2074-9007 (Print), ISSN: 2074-9015 (Online)

Published By: MECS Press

IJITCS Vol.6, No.3, Feb. 2014

Minimax Estimation of the Parameter of Exponential Distribution based on Record Values

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Author(s)

Lanping Li

Index Terms

Bayes Estimator, Minimax Estimator, Squared Log Error Loss, Entropy Loss, Record Value

Abstract

Bayes estimators of the parameter of exponential distribution are obtained with non-informative quasi-prior distribution based on record values under three loss functions. These functions are weighted squared error loss, square log error loss and entropy loss functions. Finally the minimax estimators of the parameter are obtained by using Lehmann’s theorem. Comparisons in terms of risks with the estimators of parameter under three loss functions are also studied.

Cite This Paper

Lanping Li,"Minimax Estimation of the Parameter of Exponential Distribution based on Record Values", International Journal of Information Technology and Computer Science(IJITCS) vol.6, no.3, pp.47-53, 2014. DOI: 10.5815/ijitcs.2014.03.06

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